/** * @file Matrix.h * @brief typedef and functions to augment Boost's ublas::matrix * @author Christian Potthast * @author Kai Ni * @author Frank Dellaert */ // \callgraph #pragma once #include #include #include #include "Vector.h" /** * Vector is a *global* typedef * wrap-matlab does this typedef as well * we use the default < double,row_major,unbounded_array > */ #if ! defined (MEX_H) typedef boost::numeric::ublas::matrix Matrix; #endif namespace gtsam { /** * constructor with size and initial data, row order ! */ Matrix Matrix_( size_t m, size_t n, const double* const data); /** * constructor with size and vector data, column order !!! */ Matrix Matrix_( size_t m, size_t n, const Vector& v); /** * nice constructor, dangerous as number of arguments must be exactly right * and you have to pass doubles !!! always use 0.0 never 0 */ Matrix Matrix_(size_t m, size_t n, ...); /** * MATLAB like constructors */ Matrix zeros(size_t m, size_t n); Matrix eye(size_t m, size_t n); inline Matrix eye( size_t m ) { return eye(m,m); } Matrix diag(const Vector& v); /** * equals with an tolerance */ bool equal_with_abs_tol(const Matrix& A, const Matrix& B, double tol = 1e-9); /** * equality is just equal_with_abs_tol 1e-9 */ inline bool operator==(const Matrix& A, const Matrix& B) { return equal_with_abs_tol(A,B,1e-9); } /** * inequality */ inline bool operator!=(const Matrix& A, const Matrix& B) { return !(A==B); } /** * equals with an tolerance, prints out message if unequal */ bool assert_equal(const Matrix& A, const Matrix& B, double tol = 1e-9); /** * overload * for matrix-vector multiplication (as BOOST does not) */ inline Vector operator*(const Matrix& A, const Vector & v) { if (A.size2()!=v.size()) throw(std::invalid_argument("Matrix operator* : A.n!=v.size")); return Vector(prod(A,v)); } /** * overload * for vector*matrix multiplication (as BOOST does not) */ inline Vector operator*(const Vector & v, const Matrix& A) { if (A.size1()!=v.size()) throw(std::invalid_argument("Matrix operator* : A.m!=v.size")); return Vector(prod(v,A)); } /** * overload * for matrix multiplication (as BOOST does not) */ inline Matrix operator*(const Matrix& A, const Matrix& B) { if (A.size2()!=B.size1()) throw(std::invalid_argument("Matrix operator* : A.n!=B.m")); return prod(A,B); } /** * convert to column vector, column order !!! */ Vector Vector_(const Matrix& A); /** * print a matrix */ void print(const Matrix& A, const std::string& s = ""); /** * extract submatrix, slice semantics, i.e. range = [i1,i2[ excluding i2 * @param A matrix * @param i1 first row index * @param i2 last row index + 1 * @param j1 first col index * @param j2 last col index + 1 * @return submatrix A(i1:i2-1,j1:j2-1) */ Matrix sub(const Matrix& A, size_t i1, size_t i2, size_t j1, size_t j2); /** * extracts a column from a matrix * @param matrix to extract column from * @param index of the column * @return the column in vector form */ Vector column(const Matrix& A, size_t j); /** * extracts a row from a matrix * @param matrix to extract row from * @param index of the row * @return the row in vector form */ Vector row(const Matrix& A, size_t j); // left multiply with scalar //inline Matrix operator*(double s, const Matrix& A) { return A*s;} /** * solve AX=B via in-place Lu factorization and backsubstitution * After calling, A contains LU, B the solved RHS vectors */ void solve(Matrix& A, Matrix& B); /** * invert A */ Matrix inverse(const Matrix& A); /** * QR factorization, inefficient, best use imperative householder below * m*n matrix -> m*m Q, m*n R * @param A a matrix * @return rotation matrix Q, upper triangular R */ std::pair qr(const Matrix& A); /** * Imperative version of Householder rank 1 update */ void householder_update(Matrix &A, int j, double beta, const Vector& vjm); /** * Imperative algorithm for in-place full elimination with * weights and constraint handling * @param A is a matrix to eliminate * @param b is the rhs * @param sigmas is a vector of the measurement standard deviation * @return list of r vectors, d and sigma */ std::list > weighted_eliminate(Matrix& A, Vector& b, const Vector& sigmas); /** * Householder tranformation, Householder vectors below diagonal * @param k number of columns to zero out below diagonal * @param A matrix * @return nothing: in place !!! */ void householder_(Matrix& A, size_t k); /** * Householder tranformation, zeros below diagonal * @param k number of columns to zero out below diagonal * @param A matrix * @return nothing: in place !!! */ void householder(Matrix& A, size_t k); /** * backsubstitution * @param R an upper triangular matrix * @param b a RHS vector * @return the solution of Rx=b */ Vector backsubstitution(const Matrix& R, const Vector& b); /** * create a matrix by stacking other matrices * Given a set of matrices: A1, A2, A3... * @return combined matrix [A1; A2; A3] */ Matrix stack(size_t nrMatrices, ...); /** * create a matrix by concatenating * Given a set of matrices: A1, A2, A3... * @return combined matrix [A1 A2 A3] */ Matrix collect(std::vector matrices); Matrix collect(size_t nrMatrices, ...); /** * scales a matrix row or column by the values in a vector * Arguments (Matrix, Vector) scales the columns, * (Vector, Matrix) scales the rows */ Matrix vector_scale(const Vector& v, const Matrix& A); // row Matrix vector_scale(const Matrix& A, const Vector& v); // column /** * skew symmetric matrix returns this: * 0 -wz wy * wz 0 -wx * -wy wx 0 * @param wx 3 dimensional vector * @param wy * @param wz * @return a 3*3 skew symmetric matrix */ Matrix skewSymmetric(double wx, double wy, double wz); inline Matrix skewSymmetric(const Vector& w) { return skewSymmetric(w(0),w(1),w(2));} /** * SVD computes economy SVD A=U*S*V' * @param A an m*n matrix * @param U output argument: m*n matrix * @param S output argument: n-dim vector of singular values, *not* sorted !!! * @param V output argument: n*n matrix */ void svd(const Matrix& A, Matrix& U, Vector& S, Matrix& V); // in-place version void svd(Matrix& A, Vector& S, Matrix& V); /** Use SVD to calculate inverse square root of a matrix */ Matrix inverse_square_root(const Matrix& A); // macro for unit tests #define EQUALITY(expected,actual)\ { if (!assert_equal(expected,actual)) \ result_.addFailure(Failure(name_, __FILE__, __LINE__, #expected, #actual)); } } // namespace gtsam